Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1584762.5072 | 1458459.4089 | 126303.0983 | 16351691.5736 | 12256708.6701 | 4094982.9036 |
Total P&L (%) | 1584.7625 | 1458.4594 | 126.3031 | 16351.6916 | 12256.7087 | 4094.9829 |
Avg Daily Profit (%) | 0.868 | 0.7989 | 0.0692 | 0.2799 | 0.2642 | 0.2049 |
Buy And Hold Return (%) | 700.5243 | 700.5243 | 700.5243 | 700.5243 | 700.5243 | 700.5243 |
Max Trade Drawdown | -81453 | -50434 | -70233 | -24147253 | -14102457 | -16669251 |
Profit Factor | 3.131 | 5.0953 | 1.3259 | 1.1984 | 1.2896 | 1.1021 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Profitability (%) | 33.4975 | 33.6634 | 33.3333 | 33.4975 | 33.6634 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.216 | 10.0408 | 2.6518 | 2.3791 | 2.5413 | 2.2042 |
Largest Winning Trade | 892964 | 892964 | 76400 | 14361394 | 14361394 | 7813497 |
Largest Losing Trade | -30457 | -18038 | -30457 | -3332308 | -3332308 | -3307688 |
Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Winners | 60 | 53 | 66 | 60 | 53 | 66 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 5378 | 2401 | 2977 | 5378 | 2401 | 2977 |
Profit Streak | 0 | 16.9142 | 0 | 0 | 16.9142 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323650 | 320025 | -271474 | 87086 | 141435 | -106297 |
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{ "first_band": { "type": "midprice", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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